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subject:"Portfolio-Management"
subject:"USA"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of econometrics"
~person:"Andrews, Donald W. K."
~subject:"Schätzung"
~subject:"Statistischer Test"
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Portfolio-Management
USA
Schätzung
Statistischer Test
Theorie
11
Theory
11
Estimation theory
4
Schätztheorie
4
Time series analysis
3
Zeitreihenanalyse
3
Method of moments
2
Momentenmethode
2
Oil price
2
Statistical test
2
Statistical theory
2
Statistische Methodenlehre
2
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United States
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Ölpreis
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1860-1986
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Andrews, Donald W. K.
Diebold, Francis X.
8
Sentana, Enrique
7
Dufour, Jean-Marie
6
Ghysels, Eric
6
Khalaf, Lynda
6
Pesaran, M. Hashem
6
Phillips, Peter C. B.
6
Steel, Mark F. J.
6
Aït-Sahalia, Yacine
5
Carrasco, Marine
5
Franses, Philip Hans
5
Gallant, A. Ronald
5
Koop, Gary
5
Leybourne, Stephen James
5
Lucas, André
5
Rossi, Barbara
5
Tauchen, George Eugene
5
Taylor, Robert
5
Timmermann, Allan
5
Velasco, Carlos
5
Bera, Anil K.
4
Chen, Xiaohong
4
Engle, Robert F.
4
Fan, Jianqing
4
Hallin, Marc
4
Harvey, Andrew C.
4
Hong, Yongmiao
4
Linton, Oliver
4
Lütkepohl, Helmut
4
Nielsen, Morten Ørregaard
4
Rahbek, Anders
4
Todorov, Viktor
4
West, Kenneth D.
4
Whang, Yoon-jae
4
Xiao, Zhijie
4
Zheng, Buhong
4
Andreou, Elena
3
Arvanitis, Stelios
3
Barrett, Garry F.
3
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
Cowles Foundation discussion paper
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Econometric theory
1
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ECONIS (ZBW)
4
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1
Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments
Andrews, Donald W. K.
;
Moreira, Marcelo J.
;
Stock, James H.
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 241-254
Persistent link: https://www.econbiz.de/10003782963
Saved in:
2
Further evidence on the Great Crash, the oil-price shock, and the unit-root hypothesis
Zivot, Eric
;
Andrews, Donald W. K.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
1
,
pp. 25-44
Persistent link: https://www.econbiz.de/10001639874
Saved in:
3
Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models
Andrews, Donald W. K.
;
Lu, Biao
- In:
Journal of econometrics
101
(
2001
)
1
,
pp. 123-164
Persistent link: https://www.econbiz.de/10001545258
Saved in:
4
Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis
Zivot, Eric
- In:
Journal of business & economic statistics : JBES ; a …
10
(
1992
)
3
,
pp. 251-270
Persistent link: https://www.econbiz.de/10001126539
Saved in:
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